The Coiflet-Galerkin method for linear Volterra integral equations

This paper deals with the application of the Wavelet-Galerkin method based on Coiflets as a basis for solving linear Volterra integral equations (VIEs). The main contribution of this work is that some new connection coefficients are introduced and a suitable algorithm is developed for their solution; once they have been computed they can be stored and applied to any linear VIE. The convergence properties of the Coiflet-Galerkin method are analyzed. Some test examples are presented to illustrate the performance of the method with respect to the error norms and CPU time.